Support Board
Date/Time: Thu, 03 Jul 2025 23:51:33 +0000
[Programming Help] - Question About Volume Filter in Chart Settings
View Count: 1151
| [2020-08-17 21:19:36] |
| User336770 - Posts: 30 |
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At SC engineering: I would like to know if the volume filter in the chart settings works the same as the volume filter in the time and sales? Is the filter per order, or per bar? 1) Per order = Let´s use for example a 10 second chart. If I set the volume filter to exclude volume below 30, does it mean that every volume bar of this 10s chart will be composed of bid/ask volume orders above 30 lot (will sum only orders above 30 lot)? OR 2) Per bar = The volume will be plotted summing all orders and if this sum goes over 30, For example, it will start plotting a bar. Date Time Of Last Edit: 2020-08-17 21:20:42
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| [2020-08-17 23:13:58] |
| User336770 - Posts: 30 |
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@ SC engineering - complementing the post above: You can see in this image what I mean. In one chart there is a time and sales volume study, with filter set to display only order above 30 lot. Then I added a study "cumulative sum of study", then I chose the ask value from the time and sales study. On the other chart I have also a 5min chart, but in chart settings volume filter is set to display only 30 and above. I then loaded the ask volume study. Now comparing the bars I can see that the volumes are not matching, the one with time and sales has less volume. Date Time Of Last Edit: 2020-08-17 23:16:15
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 volume comparison.png / V - Attached On 2020-08-17 23:13:51 UTC - Size: 95.18 KB - 265 views |
| [2020-08-18 12:36:03] |
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Refer to the documentation here: Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings menu) And here: Time and Sales Window: Time and Sales Settings Your support request is not within the scope of our support to analyze (Cost would be 20+ USD). The documentation makes it very clear how these settings work. Read the documentation. You also need a paid account for further support. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2020-08-18 12:37:38
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| [2020-08-18 13:12:34] |
| User336770 - Posts: 30 |
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@SC Engineering According to the documentation, the settings are supposed to be the same, however you can see in the image it does not behave the same. The volume reading should have been the same after 10, 15min when the cumulative sum of study "catches up", or at least very close. It was very different. If in the chart that had volume filtering set to 30 a bar had "X" volume, then the reading, in the other chart that had the time and sales volume study with same parameter on the filter, should have been close at some point or even getting higher, given that the volume was being accumulated. Trial period was too short to check out the software and to see if it will do what I want, for example this issue now, how can you charge for this when this is clearly looking like some fault in code. Regards |
| [2020-08-18 19:49:19] |
| SC Support - Posts: 1974 |
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Hi User336770, sorry we can't grant you further free access. Sierra Chart is a very inexpensive product, we know this. Many people support our development and out of respect to them, you would need to subscribe to go further. We hope you understand this. This is a list of outside developers who do study and system programming for Sierra Chart. They have their own prices and terms for development. Contact them to see if they can do your project and to find out their pricing and terms. List of Third Party Sierra Chart Study and System Programmers Also see #16 here: Support Board Posting Information: General Information |
| [2020-08-19 19:19:11] |
| User336770 - Posts: 30 |
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Hi User336770, sorry we can't grant you further free access. Sierra Chart is a very inexpensive product, we know this. Many people support our development and out of respect to them, you would need to subscribe to go further. We hope you understand this.
Ok fair enough. I would like to know the answer to this question, though: Can Sierra output DOM and Time and Sales data to a .csv file realtime, and this file kept opened in excel refreshing realtime? I saw a course here where they were using data from ninjatrader fed into this excel spreadsheet with extra features in the DOM, I was wondering if the same thing can be achievable in Sierra. I attached an image here. If yes I can hire a programmer to do it. Best regards |
| DOM In Excel.png / V - Attached On 2020-08-19 19:18:14 UTC - Size: 1.49 MB - 251 views |
| [2020-08-19 20:38:52] |
| User336770 - Posts: 30 |
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Complementing the question above, if not possible to open the file in excel and keep refreshing it, I would like to know if Sierra spreadsheet study is capable of recreating the DOM with extra features, like in the image attached above. Regards |
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